-100.0%
VIVK vs GNRC
+6.8%
-106.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -12.1% |
| 7D | -1.4% | +1.9% | -3.3% | -1.2% |
| 30D | -43.6% | -13.8% | -29.8% | -44.3% |
| 3M | -95.1% | -32.6% | -62.5% | -95.2% |
| 6M | -98.2% | -15.2% | -83.0% | -98.2% |
| YTD | -97.9% | +37.4% | -135.3% | -98.4% |
| 1Y | -100.0% | +5.1% | -105.1% | -100.0% |
| All | -100.0% | +6.8% | -106.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling